【量化回测必看！】Backtrader保姆级教学+免费行情源框架介绍

前言

想开始量化学习不知道如何入手？市面上的学习资料太多不知道该怎么看？
博主将从零基础讲解回测框架，一步步完成量化数据源的搭建，让你10天内成为量化高手
博主同时将视频课程内容在B站更新，可以关注“量化NPC”获取最新的视频课程
本篇文章可配合观看效果更佳：
backtrader量化回测保姆级教学【1.初识backtrader】–附免费tick级别行情源
 backtrader量化回测保姆级教学【2.backtrader框架介绍】–附免费tick级别行情源
所使用的csv文件，在文章结尾附录部分。

backtrader框架

主要分为6块，Backtrader当中最核心的是中间这个cerebro就是大脑，然后把策略strategies和数据datafeeds放到cerebro大脑当中，他就会按照我们的策略去回测,回测之后就可以对我们的结果进行分析，可以交给分析器analyzer。如果希望对结果做一些本地化做一个保存的话，就可以用writer，那么整个策略执行过程当中肯定有一些东西它并不包含于结果，比如说我们策略的净值，是整个区间都应该被监控下来的，像这种指标的话，我们会有observer这样的一个观测者来进行一个监控。
在这里插入图片描述

四步回测

第一步：创建大脑

cerebro = bt.Cerebro()

第二步：添加数据集

cerebro.adddata(data, name="daily_kline")

需要注意的是backtrader默认的，datafeed一共必须参数有9个包含

必填参数	描述
datetime	时间
fromdate	回测起始时间
todate	回测结束时间
open	开盘价
high	最高价
low	收盘价
close	收盘价
volume	成交量
openinterest	未结利息，如果是股票交易，这里可以为-1.

添加数据源可以使用两种方法

是传入已有的数据集，比如xxx.csv文件，本文使用的csv文件已经上传，点击此处下载

df = pd.read_csv("daily-kline.csv")
df["time"] = pd.to_datetime(df["time"])
data = bt.feeds.PandasData(
        dataname=df,
        fromdate=datetime(2021, 5, 10),
        todate=datetime(2022, 5, 10),
        datetime='time',
       	open='open',
        high='high',
       	low='low',
       	close='close',
        volume='volume',
        openinterest=-1
    )

使用接口返回的数据，比如INSIGHT提供的数据接口
这里可以注意到有部分的参数没有写进去，比如open，close之类，是因为INSIGHT的返回值中已经包含对应字段，且已经为dataframe格式，所以可以无需申明。
如果对INSIGHT感兴趣的用户可以访问：INSIGHT数字文档
如果想看各类数据源对比的可以看：量化免费行情源最强对比分析

df = get_kline(htsc_code=["601688.SH"], time=[datetime(2021, 5, 10), datetime(2022, 5, 10)],
                   frequency="daily", fq="none")
#这里可以将INSIGHT接口的数据保存为csv
#csv = df.to_csv("daily-kline.csv") 
data = bt.feeds.PandasData(
        dataname=df,
        fromdate=datetime(2021, 5, 10),
        todate=datetime(2022, 5, 10),
        datetime='time',
        openinterest=-1
    )

当然因为要调用INSIGHT行情源需要引入对应的包以及登录操作

from com.insight import common
from com.insight.query import *
from com.insight.market_service import market_service

# user 用户名
# password 密码
def login():
    # 登陆前 初始化
    user = ""       #请填入自己的用户名
    password = ""   #请填入自己的密码
    common.login(market_service, user, password)

第三步：添加策略

将策略添加进大脑，这里Mystrategy是可以自己定义的

cerebro.addstrategy(Mystrategy)

那我们再看如何复写策略，首先需要继承bt.Strategy，默认会由几个函数需要复写。
在此着重介绍next方法，但是在介绍next方法前，我们需要指导backtrader的数据执行逻辑
backtrader采用链式执行，具体如下：
在这里插入图片描述
访问第一个数据集的 close 线

self.data.close

可以发现close线，或者其他线都是按照时间维度进行链接的一个串，因此next()方法其实就相当于一个时间维度的迭代器

以本图为例，初始状态为2019-01-02这一行，这一行是close=51.120778，low=50.394136，……，volume=426147。
那下一个状态就是2019-01-03这一行，下一个是2019-01-04，以此类推……
那么每个next（）方法都相当于站在当天的视角下，看现在或者之前的状态。

举个例子，初始状态是在2019-01-02这天，我可以使用01-02这天的所有close，open等等的数据，然后基于这个数据生成策略的信号。执行完我的操作后，就可以进入下一天了，next（）方法的意思就是进入下一天，也就是到了01-03这天，我可以使用01-02以及01-03的数据来生成策略的信号。

这样的好处非常明显，就是能够有效的防止未来函数。也就是我实际是01-03，却能指导01-04的数据，相当于开了透视，这个在回测中是不被允许的。
在这里插入图片描述

本期的话只进行架构的讲解，后续将会深入策略进行实际策略的编写，所以以下的代码实际就可以完成最基本的策略，也就是没有策略，不做任何处理。

class Mystrategy(bt.Strategy):
	#初始化方法，类初始化时执行
    def __init__(self):
      pass
	#在策略开始前执行一次
    def start(self):
        print("start")
	#在策略有信号产生前执行，比如信号需要3天的日线，那么在回测前三天时，实际没有信号产生，则执行此方法
    def prenext(self):
        print("prenext")
	#策略执行的核心，主要复写此方法
    def next(self):
        print("next")

第四步：打印回测数据

cerebro.plot()

结果如下：
在这里插入图片描述
因为实际没有进行任何策略，最上面的区间红线为资金变化，因为没有操作，所以也是默认的10000，第二个区间反应每次操作是赚还是亏，如果有信号产生，在第三个区间黑线部分就是股价的变动，如果由操作，则会有绿色箭头和红色箭头进行标注，最下面的柱状图为股票的交易量。

总结

backtrader是一个功能很强大平台，也是希望大家能先对这个框架有一些基本的了解，在后续的文章和课程中也会对策略部分进行深入，希望大家多多点赞收藏。

附录

本文代码：

import backtrader as bt
import pandas as pd

from com.insight import common
from com.insight.query import *
from com.insight.market_service import market_service

from datetime import datetime

# user 用户名
# password 密码
def login():
    # 登陆前 初始化
    user = ""       #请填入自己的用户名
    password = ""   #请填入自己的密码
    common.login(market_service, user, password)

class Mystrategy(bt.Strategy):
    def __init__(self):
        pass

    def start(self):
        print("start")

    def prenext(self):
        print("prenext")

    def next(self):
        print("next")


if __name__ == '__main__':
    #方法一
    # login()
    # df = get_kline(htsc_code=["601688.SH"], time=[datetime(2021, 5, 10), datetime(2022, 5, 10)],
    #                    frequency="daily", fq="none")
    # csv = df.to_csv("daily-kline.csv")
    #方法二
    df = pd.read_csv("daily-kline.csv")
    df["time"] = pd.to_datetime(df["time"])

    data = bt.feeds.PandasData(
        dataname=df,
        fromdate=datetime(2021, 5, 10),
        todate=datetime(2022, 5, 10),
        datetime='time',
        # open='open',
        # high='high',
        # low='low',
        # close='close',
        # volume='volume',
        openinterest=-1
    )
    cerebro = bt.Cerebro()
    cerebro.adddata(data, name="daily_kline")
    cerebro.addstrategy(Mystrategy)
    result = cerebro.run()

    cerebro.plot()

本文所使用的数据集，对应“daily-kline.csv”

,htsc_code,time,frequency,open,close,high,low,num_trades,volume,value
0,601688.SH,2021-05-10 15:59:30,daily,15.84,15.79,15.96,15.62,28282,35596835.0,562839801.29
1,601688.SH,2021-05-11 15:59:28,daily,15.68,15.93,16.04,15.63,30521,37357237.0,591080391.19
2,601688.SH,2021-05-12 15:59:31,daily,15.87,15.93,16.02,15.83,21329,30151217.0,480201356.16
3,601688.SH,2021-05-13 15:59:40,daily,15.85,15.84,16.01,15.78,23094,30285296.0,480853600.53
4,601688.SH,2021-05-14 15:59:29,daily,15.86,16.59,16.7,15.86,95265,129885879.0,2123979789.96
5,601688.SH,2021-05-17 15:59:27,daily,16.39,16.28,16.49,16.18,49254,66919831.0,1092312662.0
6,601688.SH,2021-05-18 15:59:48,daily,16.28,16.31,16.45,16.2,25301,34684998.0,566721733.25
7,601688.SH,2021-05-19 15:59:46,daily,16.31,16.16,16.35,16.13,33231,34386534.0,557618846.81
8,601688.SH,2021-05-20 15:59:54,daily,16.2,16.27,16.42,16.11,35183,40836929.0,664254575.25
9,601688.SH,2021-05-21 15:59:34,daily,16.28,16.14,16.4,16.1,26348,31909911.0,517231375.46
10,601688.SH,2021-05-24 15:59:18,daily,16.18,16.33,16.54,16.18,38455,58663502.0,961723342.61
11,601688.SH,2021-05-25 15:59:19,daily,16.33,16.81,16.91,16.29,89019,138356576.0,2318280598.16
12,601688.SH,2021-05-26 15:59:52,daily,16.91,16.78,17.18,16.73,79976,124854945.0,2115218139.99
13,601688.SH,2021-05-27 15:59:54,daily,16.82,16.83,17.05,16.75,53570,60479242.0,1019383720.89
14,601688.SH,2021-05-28 15:59:21,daily,16.77,17.12,17.26,16.73,66623,109691245.0,1867186634.63
15,601688.SH,2021-05-31 15:59:08,daily,17.25,17.17,17.32,17.06,56615,75298123.0,1291544457.74
16,601688.SH,2021-06-01 15:59:49,daily,17.05,16.87,17.08,16.73,51466,64234310.0,1084055063.64
17,601688.SH,2021-06-02 15:59:49,daily,16.93,16.6,16.99,16.53,50153,54788457.0,915414330.16
18,601688.SH,2021-06-03 15:59:56,daily,16.6,16.52,16.77,16.49,37028,45594134.0,758380438.46
19,601688.SH,2021-06-04 15:59:25,daily,16.46,16.61,16.95,16.42,52682,74429139.0,1236774458.7
20,601688.SH,2021-06-07 15:59:49,daily,16.59,16.63,16.74,16.49,36331,41911716.0,697120642.85
21,601688.SH,2021-06-08 15:59:14,daily,16.6,16.64,16.78,16.55,38187,46456919.0,773327155.65
22,601688.SH,2021-06-09 15:59:46,daily,16.64,16.31,16.71,16.28,48591,60263509.0,990973823.17
23,601688.SH,2021-06-10 15:59:13,daily,16.31,16.19,16.42,16.18,40635,58112538.0,946626591.18
24,601688.SH,2021-06-11 15:59:22,daily,16.23,16.03,16.24,15.8,69310,96429151.0,1541445477.93
25,601688.SH,2021-06-15 15:59:32,daily,15.93,15.75,15.95,15.72,46186,51890024.0,819428251.95
26,601688.SH,2021-06-16 15:59:21,daily,15.79,15.78,15.89,15.68,32028,39260134.0,619706974.83
27,601688.SH,2021-06-17 15:59:14,daily,15.81,15.71,15.87,15.61,40045,55447098.0,872076652.69
28,601688.SH,2021-06-18 15:59:50,daily,15.7,15.84,15.87,15.66,34803,49173450.0,776770395.39
29,601688.SH,2021-06-21 15:59:39,daily,15.81,15.85,15.97,15.76,28921,41498692.0,657737511.91
30,601688.SH,2021-06-22 15:59:03,daily,15.88,15.84,15.95,15.77,31297,48417102.0,766386443.47
31,601688.SH,2021-06-23 15:59:34,daily,15.84,15.78,15.85,15.68,34211,49617972.0,781547490.67
32,601688.SH,2021-06-24 15:59:25,daily,15.8,15.81,15.9,15.72,27752,43795145.0,693070077.7
33,601688.SH,2021-06-25 15:59:02,daily,15.87,16.05,16.16,15.81,56325,88999986.0,1426284259.52
34,601688.SH,2021-06-28 15:59:36,daily,16.11,15.9,16.14,15.82,36771,52141733.0,831073404.84
35,601688.SH,2021-06-29 15:59:13,daily,15.92,15.75,15.94,15.74,30477,44609519.0,705452037.51
36,601688.SH,2021-06-30 15:59:04,daily,15.76,15.8,15.85,15.67,31308,42261704.0,665555629.07
37,601688.SH,2021-07-01 15:59:56,daily,15.91,15.88,16.02,15.72,40918,69101172.0,1095995696.95
38,601688.SH,2021-07-02 15:59:35,daily,15.73,15.55,15.75,15.51,49071,57956844.0,903541676.49
39,601688.SH,2021-07-05 15:59:49,daily,15.53,15.48,15.57,15.41,30497,38992779.0,603412724.99
40,601688.SH,2021-07-06 15:59:40,daily,15.48,15.51,15.63,15.43,24579,38183581.0,591458714.33
41,601688.SH,2021-07-07 15:59:20,daily,15.45,15.51,15.55,15.41,24043,36247260.0,561188660.73
42,601688.SH,2021-07-08 15:59:36,daily,15.61,15.44,15.63,15.42,27162,36915887.0,571674378.72
43,601688.SH,2021-07-09 15:59:11,daily,15.42,15.44,15.48,15.36,29307,37829044.0,583520253.05
44,601688.SH,2021-07-12 15:59:03,daily,15.58,15.57,15.69,15.5,40329,67506264.0,1053363044.22
45,601688.SH,2021-07-13 15:59:15,daily,15.58,15.56,15.59,15.46,25792,40325430.0,626294811.67
46,601688.SH,2021-07-14 15:59:19,daily,15.59,15.39,15.6,15.35,36002,52085309.0,802301776.14
47,601688.SH,2021-07-15 15:59:13,daily,15.37,15.45,15.5,15.3,30657,47059718.0,725843661.22
48,601688.SH,2021-07-16 15:59:40,daily,15.48,15.49,15.62,15.4,30999,50846694.0,788001715.36
49,601688.SH,2021-07-19 15:59:06,daily,15.47,15.44,15.47,15.31,26418,36443838.0,560647347.63
50,601688.SH,2021-07-20 15:59:29,daily,15.35,15.4,15.45,15.34,20884,29096917.0,447543477.88
51,601688.SH,2021-07-21 15:59:54,daily,15.41,15.44,15.58,15.39,27674,41902088.0,648545972.84
52,601688.SH,2021-07-22 15:59:09,daily,15.5,15.6,15.67,15.44,39441,58745037.0,915384189.07
53,601688.SH,2021-07-23 15:59:16,daily,15.59,15.64,15.96,15.43,55858,95661291.0,1500007414.97
54,601688.SH,2021-07-26 15:59:43,daily,15.63,15.37,15.7,15.3,50938,80046935.0,1239299383.12
55,601688.SH,2021-07-27 15:59:35,daily,15.38,14.69,15.43,14.61,69756,98333348.0,1476950376.66
56,601688.SH,2021-07-28 15:59:02,daily,14.73,14.58,14.84,14.51,39369,56146637.0,825384401.74
57,601688.SH,2021-07-29 15:59:49,daily,14.73,14.65,14.76,14.53,33849,48706055.0,712866385.64
58,601688.SH,2021-07-30 15:59:45,daily,14.6,14.44,14.61,14.41,29264,42163673.0,610197056.72
59,601688.SH,2021-08-02 15:59:56,daily,14.42,14.91,15.12,14.21,60761,91083999.0,1342846316.22
60,601688.SH,2021-08-03 15:59:08,daily,14.81,14.94,15.16,14.74,38794,59555327.0,889634697.93
61,601688.SH,2021-08-04 15:59:11,daily,14.85,14.93,14.99,14.81,23335,34381576.0,512081413.57
62,601688.SH,2021-08-05 15:59:43,daily,14.86,14.84,15.05,14.79,25300,35809013.0,532963383.55
63,601688.SH,2021-08-06 15:59:30,daily,14.48,14.29,14.5,14.22,39278,51641596.0,739568754.56
64,601688.SH,2021-08-09 15:59:22,daily,14.23,14.6,14.73,14.22,47776,66552816.0,970424270.54
65,601688.SH,2021-08-10 15:59:22,daily,14.6,14.83,14.85,14.53,41768,52661165.0,774485625.29
66,601688.SH,2021-08-11 15:59:14,daily,14.83,14.84,14.97,14.77,40636,52409720.0,779729669.84
67,601688.SH,2021-08-12 15:59:19,daily,14.77,14.75,14.9,14.71,26330,33235480.0,491549331.85
68,601688.SH,2021-08-13 15:59:37,daily,14.71,14.71,14.85,14.65,31823,43405540.0,638757323.87
69,601688.SH,2021-08-16 15:59:33,daily,14.8,14.85,14.97,14.77,43530,61306499.0,912842937.97
70,601688.SH,2021-08-17 15:59:56,daily,14.85,14.85,15.32,14.82,71229,114627467.0,1730205892.29
71,601688.SH,2021-08-18 15:59:23,daily,14.85,16.11,16.19,14.82,165973,302135568.0,4744324787.13
72,601688.SH,2021-08-19 15:59:10,daily,16.07,16.13,16.88,15.93,185539,364774545.0,5985609767.04
73,601688.SH,2021-08-20 15:59:13,daily,16.04,16.3,16.48,15.9,117556,189931358.0,3081471536.49
74,601688.SH,2021-08-23 15:59:32,daily,16.45,16.08,16.74,16.04,106528,163134890.0,2657658132.37
75,601688.SH,2021-08-24 15:59:43,daily,16.01,16.59,16.88,15.81,138970,238315280.0,3910962224.06
76,601688.SH,2021-08-25 15:59:55,daily,16.38,16.42,16.71,16.32,88543,128254385.0,2110773033.3
77,601688.SH,2021-08-26 15:59:35,daily,16.42,15.96,16.44,15.96,93563,123483389.0,1989085495.82
78,601688.SH,2021-08-27 15:59:47,daily,15.97,15.79,16.19,15.74,78430,99534120.0,1583008057.74
79,601688.SH,2021-08-30 15:59:49,daily,16.09,15.95,16.15,15.77,77269,113274147.0,1808262465.57
80,601688.SH,2021-08-31 15:59:15,daily,15.96,16.38,16.65,15.73,103153,165512381.0,2686944805.95
81,601688.SH,2021-09-01 15:59:48,daily,16.32,17.01,17.42,16.28,164348,283059510.0,4793562424.22
82,601688.SH,2021-09-02 15:59:46,daily,17.01,17.6,17.85,16.9,150616,272988015.0,4736135108.93
83,601688.SH,2021-09-03 15:59:53,daily,18.3,17.36,18.59,17.26,171546,297562416.0,5307841869.37
84,601688.SH,2021-09-06 15:59:04,daily,17.33,18.05,18.15,17.29,147203,224620203.0,4023184594.62
85,601688.SH,2021-09-07 15:59:58,daily,17.94,18.68,18.86,17.71,143066,223786504.0,4093033910.72
86,601688.SH,2021-09-08 15:59:17,daily,18.89,18.7,19.36,18.64,143042,211326435.0,4012025635.55
87,601688.SH,2021-09-09 15:59:30,daily,18.4,18.34,18.55,18.06,105977,153654650.0,2811835980.29
88,601688.SH,2021-09-10 15:59:28,daily,18.57,18.98,19.6,18.47,156375,251547110.0,4806554270.11
89,601688.SH,2021-09-13 15:59:39,daily,18.94,19.15,19.49,18.87,102172,148622180.0,2850595247.08
90,601688.SH,2021-09-14 15:59:11,daily,19.11,18.56,19.24,18.39,120248,182649521.0,3425954393.6
91,601688.SH,2021-09-15 15:59:57,daily,18.71,18.09,18.75,18.04,111762,163973948.0,3008422082.4
92,601688.SH,2021-09-16 15:59:02,daily,18.29,17.68,18.29,17.58,115872,156745040.0,2803162726.16
93,601688.SH,2021-09-17 15:59:42,daily,17.7,17.96,18.07,17.55,93748,115544278.0,2059533818.28
94,601688.SH,2021-09-22 15:59:27,daily,17.61,17.77,17.95,17.38,84297,111284958.0,1961495933.55
95,601688.SH,2021-09-23 15:59:04,daily,17.91,18.01,18.29,17.81,78975,94786601.0,1708931930.69
96,601688.SH,2021-09-24 15:59:44,daily,18.02,17.75,18.36,17.7,88078,91255998.0,1641912727.01
97,601688.SH,2021-09-27 15:59:22,daily,17.65,17.18,17.78,16.97,103858,138313890.0,2403171074.17
98,601688.SH,2021-09-28 15:59:10,daily,17.23,17.72,17.83,17.1,83183,105857447.0,1853073128.76
99,601688.SH,2021-09-29 15:59:32,daily,17.49,17.16,17.49,16.83,95356,120464142.0,2066101222.2
100,601688.SH,2021-09-30 15:59:08,daily,17.2,16.99,17.24,16.85,74196,78169093.0,1329560763.76
101,601688.SH,2021-10-08 15:59:25,daily,17.18,17.32,17.51,17.13,59848,68512137.0,1184940477.41
102,601688.SH,2021-10-11 15:59:34,daily,17.35,17.07,17.46,17.01,61363,66203565.0,1138727087.33
103,601688.SH,2021-10-12 15:59:43,daily,16.98,16.46,16.98,16.18,115631,143246036.0,2363532556.62
104,601688.SH,2021-10-13 15:59:55,daily,16.43,16.29,16.55,16.16,61774,73612071.0,1204704640.8
105,601688.SH,2021-10-14 15:59:50,daily,16.32,16.31,16.37,16.06,65485,60450753.0,981241457.89
106,601688.SH,2021-10-15 15:59:49,daily,16.27,16.28,16.43,16.16,56344,56661143.0,923426603.52
107,601688.SH,2021-10-18 15:59:50,daily,16.35,16.33,16.45,16.2,54177,53418596.0,872230132.14
108,601688.SH,2021-10-19 15:59:44,daily,16.26,16.36,16.53,16.23,64195,67517302.0,1106964253.38
109,601688.SH,2021-10-20 15:59:55,daily,16.44,16.15,16.49,16.11,62160,72574390.0,1179245366.3
110,601688.SH,2021-10-21 15:59:16,daily,16.18,16.27,16.5,16.17,61772,77205032.0,1260896351.93
111,601688.SH,2021-10-22 15:59:05,daily,16.3,16.33,16.44,16.21,43165,50023686.0,816055029.6
112,601688.SH,2021-10-25 15:59:33,daily,16.34,16.48,16.57,16.15,65382,75235358.0,1230195226.87
113,601688.SH,2021-10-26 15:59:08,daily,16.39,16.1,16.44,16.08,68847,77210757.0,1253817816.26
114,601688.SH,2021-10-27 15:59:01,daily,16.12,15.71,16.12,15.5,87779,107501581.0,1691626901.01
115,601688.SH,2021-10-28 15:59:20,daily,15.66,15.7,15.88,15.58,51539,54249237.0,854229735.27
116,601688.SH,2021-10-29 15:59:07,daily,15.7,15.87,15.99,15.32,62694,78399447.0,1231003027.62
117,601688.SH,2021-11-01 15:59:30,daily,15.89,16.17,16.22,15.69,66902,76068621.0,1221089086.04
118,601688.SH,2021-11-02 15:59:38,daily,16.1,15.81,16.26,15.64,68307,72906911.0,1158624918.24
119,601688.SH,2021-11-03 15:59:16,daily,15.81,15.7,15.89,15.61,51228,48895932.0,768725006.35
120,601688.SH,2021-11-04 15:59:42,daily,15.77,15.59,15.84,15.52,51768,64693557.0,1010974573.68
121,601688.SH,2021-11-05 15:59:51,daily,15.57,15.49,15.66,15.47,44187,47005477.0,731090814.43
122,601688.SH,2021-11-08 15:59:58,daily,15.5,15.53,15.68,15.42,44772,49521963.0,768446324.16
123,601688.SH,2021-11-09 15:59:35,daily,15.59,15.57,15.59,15.38,42781,52580297.0,814390761.74
124,601688.SH,2021-11-10 15:59:28,daily,15.52,15.42,15.53,15.25,50990,61550523.0,946103022.48
125,601688.SH,2021-11-11 15:59:05,daily,15.38,15.9,16.02,15.37,85315,133821238.0,2109525152.23
126,601688.SH,2021-11-12 15:59:08,daily,15.88,16.08,16.14,15.75,63104,79297064.0,1264958224.64
127,601688.SH,2021-11-15 15:59:42,daily,16.13,15.83,16.13,15.75,63704,66741742.0,1059952096.92
128,601688.SH,2021-11-16 15:59:10,daily,15.8,15.74,15.96,15.65,46025,54658022.0,862439347.82
129,601688.SH,2021-11-17 15:59:05,daily,15.75,15.62,15.8,15.6,48159,55359283.0,867972624.68
130,601688.SH,2021-11-18 15:59:02,daily,15.6,15.41,15.62,15.39,50042,60101349.0,929973892.42
131,601688.SH,2021-11-19 15:59:45,daily,15.41,15.69,15.78,15.36,58954,84974483.0,1323524740.26
132,601688.SH,2021-11-22 15:59:05,daily,15.65,15.72,15.89,15.61,54846,69738913.0,1098582888.81
133,601688.SH,2021-11-23 15:59:22,daily,15.73,16.2,16.45,15.65,128051,165616080.0,2676436827.82
134,601688.SH,2021-11-24 15:59:44,daily,16.11,16.2,16.33,16.05,68231,78039987.0,1262894250.5
135,601688.SH,2021-11-25 15:59:26,daily,16.19,16.22,16.31,16.11,46564,53173035.0,861137980.83
136,601688.SH,2021-11-26 15:59:04,daily,16.19,15.9,16.21,15.87,62551,75156539.0,1200342386.32
137,601688.SH,2021-11-29 15:59:09,daily,15.67,15.64,15.79,15.57,57852,70261203.0,1100446386.44
138,601688.SH,2021-11-30 15:59:18,daily,15.7,15.82,15.87,15.67,43797,58310199.0,919854602.17
139,601688.SH,2021-12-01 15:59:58,daily,15.75,16.23,16.27,15.73,71972,89737250.0,1443777478.9
140,601688.SH,2021-12-02 15:59:12,daily,16.16,16.4,16.58,16.12,91144,109233068.0,1791364300.7
141,601688.SH,2021-12-03 15:59:38,daily,16.38,16.43,16.52,16.16,65111,77290642.0,1263945191.66
142,601688.SH,2021-12-06 15:59:20,daily,16.58,16.92,17.68,16.51,184980,240565023.0,4127409686.7
143,601688.SH,2021-12-07 15:59:17,daily,17.15,16.98,17.16,16.77,118144,129671213.0,2201071969.25
144,601688.SH,2021-12-08 15:59:02,daily,17.02,17.12,17.19,16.85,86127,102524121.0,1747191846.42
145,601688.SH,2021-12-09 15:59:42,daily,17.08,17.28,17.57,17.03,100382,145225486.0,2513815041.02
146,601688.SH,2021-12-10 15:59:10,daily,17.08,16.96,17.1,16.84,83532,108003347.0,1831695892.92
147,601688.SH,2021-12-13 15:59:02,daily,17.25,17.11,17.54,17.1,91333,132365105.0,2290914475.43
148,601688.SH,2021-12-14 15:59:36,daily,16.97,17.09,17.26,16.91,57271,69569230.0,1188006193.81
149,601688.SH,2021-12-15 15:59:10,daily,17.08,17.21,17.35,17.05,66793,80548483.0,1388970906.63
150,601688.SH,2021-12-16 15:59:23,daily,17.28,17.38,17.4,17.12,57586,68319704.0,1182075658.74
151,601688.SH,2021-12-17 15:59:39,daily,17.4,17.16,17.46,17.15,56983,69678294.0,1205204315.69
152,601688.SH,2021-12-20 15:59:53,daily,17.02,16.85,17.21,16.82,56452,68011823.0,1156022592.78
153,601688.SH,2021-12-21 15:59:14,daily,16.86,17.27,17.41,16.86,65549,81999767.0,1410702192.78
154,601688.SH,2021-12-22 15:59:50,daily,17.3,17.23,17.33,17.13,51287,53968060.0,930542862.67
155,601688.SH,2021-12-23 15:59:46,daily,17.25,17.26,17.4,17.13,48926,51498904.0,889512942.0
156,601688.SH,2021-12-24 15:59:08,daily,17.32,17.16,17.39,17.13,47783,47686379.0,822659918.19
157,601688.SH,2021-12-27 15:59:26,daily,17.17,17.33,17.33,17.09,44151,45923688.0,792369163.56
158,601688.SH,2021-12-28 15:59:13,daily,17.33,17.36,17.44,17.14,55697,57663374.0,996562768.44
159,601688.SH,2021-12-29 15:59:24,daily,17.39,17.25,17.44,17.22,43980,47402214.0,821418680.9
160,601688.SH,2021-12-30 15:59:10,daily,17.2,17.69,17.88,17.2,82235,99597517.0,1759101161.26
161,601688.SH,2021-12-31 15:59:20,daily,17.75,17.76,17.84,17.62,60088,61541826.0,1091333843.87
162,601688.SH,2022-01-04 15:59:07,daily,17.76,17.65,17.79,17.4,64806,66007030.0,1161432402.26
163,601688.SH,2022-01-05 15:59:31,daily,17.65,17.42,17.77,17.38,60754,76946706.0,1349631208.7
164,601688.SH,2022-01-06 15:59:38,daily,17.3,17.01,17.35,16.89,83650,104128527.0,1778459822.75
165,601688.SH,2022-01-07 15:59:45,daily,17.1,17.29,17.59,17.08,66005,80514072.0,1397137375.04
166,601688.SH,2022-01-10 15:59:13,daily,17.38,17.39,17.68,17.32,62909,65382790.0,1141609692.98
167,601688.SH,2022-01-11 15:59:34,daily,17.34,17.2,17.57,17.13,54219,64709426.0,1120196332.44
168,601688.SH,2022-01-12 15:59:03,daily,17.22,17.21,17.26,16.98,49733,57217038.0,979598610.2
169,601688.SH,2022-01-13 15:59:55,daily,17.32,17.16,17.62,17.15,67626,82765208.0,1439470873.62
170,601688.SH,2022-01-14 15:59:42,daily,17.0,16.76,17.08,16.74,74198,93240305.0,1576657079.75
171,601688.SH,2022-01-17 15:59:03,daily,16.73,17.03,17.07,16.68,60565,73549789.0,1239647996.63
172,601688.SH,2022-01-18 15:59:15,daily,17.0,17.15,17.28,16.88,51735,59546214.0,1017922587.18
173,601688.SH,2022-01-19 15:59:14,daily,17.19,17.51,17.97,17.19,114906,160814476.0,2845548563.61
174,601688.SH,2022-01-20 15:59:49,daily,17.52,18.16,18.5,17.48,152180,214956495.0,3892223954.63
175,601688.SH,2022-01-21 15:59:53,daily,18.02,18.01,18.35,17.96,103163,108824249.0,1971070516.87
176,601688.SH,2022-01-24 15:59:10,daily,18.01,18.33,18.4,17.93,111310,124367374.0,2266863294.03
177,601688.SH,2022-01-25 15:59:47,daily,18.2,17.68,18.28,17.64,87427,95399818.0,1709282490.88
178,601688.SH,2022-01-26 15:59:30,daily,17.7,18.17,18.34,17.7,95108,109374908.0,1973451204.82
179,601688.SH,2022-01-27 15:59:16,daily,18.01,17.54,18.02,17.44,83136,99534648.0,1758117034.77
180,601688.SH,2022-01-28 15:59:15,daily,17.58,17.08,17.75,17.02,80505,85540866.0,1488833610.81
181,601688.SH,2022-02-07 15:59:33,daily,17.35,17.29,17.45,17.18,62060,72270081.0,1250195760.92
182,601688.SH,2022-02-08 15:59:12,daily,17.27,17.53,17.77,17.06,87230,97104848.0,1692001497.83
183,601688.SH,2022-02-09 15:59:07,daily,17.47,17.39,17.55,17.31,53497,57533450.0,1002137056.77
184,601688.SH,2022-02-10 15:59:16,daily,17.39,17.7,17.81,17.32,76454,90867770.0,1601302259.47
185,601688.SH,2022-02-11 15:59:40,daily,17.61,17.9,18.25,17.61,88185,101408362.0,1824116649.67
186,601688.SH,2022-02-14 15:59:33,daily,17.73,16.87,17.84,16.78,118871,145767011.0,2498152440.55
187,601688.SH,2022-02-15 15:59:36,daily,16.86,17.05,17.15,16.85,61446,55411960.0,941742715.19
188,601688.SH,2022-02-16 15:59:48,daily,17.15,17.1,17.32,17.0,57550,54958784.0,942080741.9
189,601688.SH,2022-02-17 15:59:25,daily,17.04,16.85,17.13,16.79,58335,56179718.0,951409102.55
190,601688.SH,2022-02-18 15:59:08,daily,16.7,16.93,16.95,16.61,52141,52775214.0,886341345.85
191,601688.SH,2022-02-21 15:59:30,daily,16.9,16.83,16.94,16.72,59135,59559036.0,999675119.67
192,601688.SH,2022-02-22 15:59:21,daily,16.72,16.41,16.72,16.32,88700,83606396.0,1376224376.85
193,601688.SH,2022-02-23 15:59:22,daily,16.42,16.54,16.58,16.35,42795,53101358.0,874521835.2
194,601688.SH,2022-02-24 15:59:20,daily,16.41,15.95,16.46,15.8,84721,91066799.0,1465068826.77
195,601688.SH,2022-02-25 15:59:16,daily,16.09,15.9,16.16,15.88,49513,52260552.0,836637979.97
196,601688.SH,2022-02-28 15:59:55,daily,15.91,15.84,15.93,15.65,59661,54204047.0,854591674.11
197,601688.SH,2022-03-01 15:59:55,daily,15.89,16.0,16.06,15.82,45003,42630000.0,679541986.55
198,601688.SH,2022-03-02 15:59:26,daily,15.89,15.87,16.01,15.79,43382,42441222.0,673513969.59
199,601688.SH,2022-03-03 15:59:11,daily,15.92,15.91,16.06,15.87,37932,42685432.0,681110214.44
200,601688.SH,2022-03-04 15:59:25,daily,15.79,15.67,15.83,15.6,51523,51777623.0,812775783.86
201,601688.SH,2022-03-07 15:59:15,daily,15.64,15.25,15.65,15.2,64290,69593302.0,1070504474.74
202,601688.SH,2022-03-08 15:59:09,daily,15.25,14.95,15.39,14.94,61075,67121675.0,1019096125.35
203,601688.SH,2022-03-09 15:59:31,daily,15.02,14.56,15.11,14.1,72025,89478755.0,1313385114.03
204,601688.SH,2022-03-10 15:59:44,daily,14.9,14.53,14.95,14.48,68852,86602614.0,1274251672.66
205,601688.SH,2022-03-11 15:59:11,daily,14.37,14.74,14.8,14.18,67709,80966247.0,1174085547.41
206,601688.SH,2022-03-14 15:59:31,daily,14.55,14.48,14.8,14.45,54093,53949816.0,788595012.99
207,601688.SH,2022-03-15 15:59:37,daily,14.42,13.99,14.63,13.98,74265,83994394.0,1200883182.42
208,601688.SH,2022-03-16 15:59:36,daily,14.12,14.79,14.94,13.89,95204,133822107.0,1937732605.07
209,601688.SH,2022-03-17 15:59:53,daily,14.98,14.73,15.09,14.7,64978,95412139.0,1415073070.01
210,601688.SH,2022-03-18 15:59:08,daily,14.72,14.91,15.02,14.61,45635,57221106.0,848437742.16
211,601688.SH,2022-03-21 15:59:49,daily,14.88,14.75,14.88,14.67,47653,55348527.0,816634068.23
212,601688.SH,2022-03-22 15:59:02,daily,14.68,14.75,14.91,14.66,40159,45844607.0,677452475.09
213,601688.SH,2022-03-23 15:59:32,daily,14.79,14.74,14.84,14.64,37653,39784491.0,586033901.53
214,601688.SH,2022-03-24 15:59:36,daily,14.62,14.61,14.73,14.53,37219,34806429.0,509042699.22
215,601688.SH,2022-03-25 15:59:29,daily,14.6,14.45,14.75,14.44,37001,38204962.0,555878659.92
216,601688.SH,2022-03-28 15:59:30,daily,14.36,14.58,14.69,14.29,49283,49758808.0,721548091.58
217,601688.SH,2022-03-29 15:59:11,daily,14.56,14.53,14.64,14.48,30014,24979972.0,363612304.32
218,601688.SH,2022-03-30 15:59:34,daily,14.62,14.97,15.05,14.61,67550,80532616.0,1199043133.1
219,601688.SH,2022-03-31 15:59:42,daily,14.9,14.88,15.03,14.82,44327,42570887.0,634938973.17
220,601688.SH,2022-04-01 15:59:06,daily,14.8,15.03,15.05,14.76,55763,58781891.0,878828296.3
221,601688.SH,2022-04-06 15:59:16,daily,14.95,15.01,15.03,14.86,49484,53370668.0,798112750.92
222,601688.SH,2022-04-07 15:59:26,daily,14.96,14.73,15.16,14.73,49205,55257767.0,825724639.93
223,601688.SH,2022-04-08 15:59:39,daily,14.8,15.02,15.12,14.67,58060,59654276.0,890965469.44
224,601688.SH,2022-04-11 15:59:50,daily,15.0,14.65,15.0,14.56,55853,51829802.0,763963888.72
225,601688.SH,2022-04-12 15:59:19,daily,14.62,14.93,15.11,14.52,63920,71167789.0,1057351405.04
226,601688.SH,2022-04-13 15:59:24,daily,14.82,14.73,14.95,14.72,37654,38545144.0,570890065.96
227,601688.SH,2022-04-14 15:59:32,daily,14.87,14.93,15.03,14.82,43273,52037019.0,777950379.1
228,601688.SH,2022-04-15 15:59:16,daily,14.83,14.91,15.06,14.8,40827,45559566.0,679907037.21
229,601688.SH,2022-04-18 15:59:37,daily,14.73,14.51,14.77,14.32,50327,56059727.0,813559646.26
230,601688.SH,2022-04-19 15:59:17,daily,14.5,14.44,14.58,14.38,29064,30904842.0,447413328.08
231,601688.SH,2022-04-20 15:59:06,daily,14.49,14.25,14.51,14.15,40416,43930218.0,629100405.97
232,601688.SH,2022-04-21 15:59:51,daily,14.21,14.17,14.43,14.12,42196,43499656.0,620104400.05
233,601688.SH,2022-04-22 15:59:52,daily,14.11,14.25,14.38,14.1,40274,37371284.0,532873208.8
234,601688.SH,2022-04-25 15:59:35,daily,14.0,13.6,14.16,13.58,69712,73974000.0,1027285427.21
235,601688.SH,2022-04-26 15:59:32,daily,13.61,12.96,13.68,12.87,79530,85611663.0,1132840325.96
236,601688.SH,2022-04-27 15:59:24,daily,12.75,13.08,13.15,12.72,53727,65197695.0,843524256.11
237,601688.SH,2022-04-28 15:59:21,daily,12.96,12.86,13.03,12.66,54958,56871096.0,730862029.86
238,601688.SH,2022-04-29 15:59:18,daily,13.15,13.35,13.4,12.92,75899,94714611.0,1249489162.06
239,601688.SH,2022-05-05 15:59:04,daily,13.12,13.19,13.28,13.07,49282,45430653.0,599623820.78
240,601688.SH,2022-05-06 15:59:42,daily,13.0,12.82,13.05,12.81,45307,41061236.0,529766994.38
241,601688.SH,2022-05-09 15:59:56,daily,12.79,12.87,12.91,12.75,30296,22977832.0,295210088.96